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Introduction to Modern Bayesian Econometrics

Introduction to Modern Bayesian Econometrics

Dec 16, 20241 min read

literature

Introduction to Modern Bayesian Econometrics

authors: T. Lancaster year: 2004 See in Zotero

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Introduction to Modern Bayesian Econometrics
Literature Notes

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Criticisms of MLE
rejection sampling
Markov chain
Markov chain matrix
Stationary MC distribution
Monte Carlo Markov chain
Convergence of stationary MC
Predictive distribution
Bayesian Specification Test
Simulating sample predictions from test data
Posterior Predictive Distribution
Bayesian prediction algorithm
Posterior prediction vs. parametric bootstrap
Posterior odds on a model
2 model posterior odds
Bayes Factor
Likelihood ratio vs. Bayes factor
Simulating distribution

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